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| Main Authors: | , |
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| Format: | Preprint |
| Published: |
2024
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2402.14019 |
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| _version_ | 1866910621929308160 |
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| author | Collet, Pierre Martínez, Servet |
| author_facet | Collet, Pierre Martínez, Servet |
| contents | We consider a stationary Markovian evolution with values on a disjointly partitioned set space $I\sqcup {\cal E}$. The evolution is visible (in the sense of knowing the transition probabilities) on the states in $I$ but not for the states in ${\cal E}$. One only knows some partial information on the transition probabilities on ${\cal E}$, the input and output transition probabilities and some constraints of the transition probabilities on ${\cal E}$. Under some conditions we supply the transition probabilities on ${\cal E}$ that satisfies the maximum entropy principle. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2402_14019 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Maxentropy completion and properties of some partially defined Stationary Markov chains Collet, Pierre Martínez, Servet Probability 60J10 (Primary) 62M05 (Secondary) We consider a stationary Markovian evolution with values on a disjointly partitioned set space $I\sqcup {\cal E}$. The evolution is visible (in the sense of knowing the transition probabilities) on the states in $I$ but not for the states in ${\cal E}$. One only knows some partial information on the transition probabilities on ${\cal E}$, the input and output transition probabilities and some constraints of the transition probabilities on ${\cal E}$. Under some conditions we supply the transition probabilities on ${\cal E}$ that satisfies the maximum entropy principle. |
| title | Maxentropy completion and properties of some partially defined Stationary Markov chains |
| topic | Probability 60J10 (Primary) 62M05 (Secondary) |
| url | https://arxiv.org/abs/2402.14019 |